11.90Open12.00Pre Close80 Volume127 Open Interest160.00Strike Price102.98KTurnover58.69%IV4.47%PremiumAug 16, 2024Expiry Date5.91Intrinsic Value100Multiplier25DDays to Expiry7.42Extrinsic Value100Contract SizeAmericanOptions Type0.6313Delta0.0147Gamma12.20Leverage Ratio-0.2059Theta0.0633Rho7.70Eff Leverage0.1648Vega